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st: hausman test results
From
Jan Lid <[email protected]>
To
<[email protected]>
Subject
st: hausman test results
Date
Fri, 11 Feb 2011 18:32:00 +0100
Hi,
I have a prroblem interpreting the hausman test. My difference is zero everywhere which valids my use of random effect model. What i do not understand however is that my hausman value result is zero. with a probability of zero. This would suggest systematic difference but the table below tells me otherwise. How do i interpret this? Thx for the help
Jan Lid
---- Coefficients ----
| (b) (B) (b-B) sqrt(diag(V_b-V_B))
| fixed random Difference S.E.
-------------+----------------------------------------------------------------
e_n | -.0992885 -.0992885 0 0
lnbtm_n | -.0044924 -.0044924 0 0
lnmve | .0237916 .0237916 0 0
nege | .0231327 .0231327 0 0
roe | .0245178 .0245178 0 0
acc | .0664807 .0664807 0 0
| .0450786 .0450786 0 0
assg | .195635 .195635 0 0
nod | .1440675 .1440675 0 0
dtb | .2710841 .2710841 0 0
d1997 | -.0355099 -.0355099 0 0
d1998 | -.0145913 -.0145913 0 0
d1999 | .0119304 .0119304 0 0
d2000 | -.0550707 -.0550707 0 0
d2001 | -.1669835 -.1669835 0 0
d2002 | .0074249 .0074249 0 0
d2003 | .1367043 .1367043 0 0
d2004 | .1281495 .1281495 0 0
d2005 | .0103888 .0103888 0 0
d2006 | -.0578083 -.0578083 0 0
d2007 | -.020043 -.020043 0 0
d2008 | -.0785053 -.0785053 0 0
d2009 | -.0668654 -.0668654 0 0
------------------------------------------------------------------------------
b = consdstent under Ho and Ha; obtained from xtreg
B = inconsdstent under Ha, efficient under Ho; obtained from regress
Test: Ho: difference in coefficients not systematic
chi2(0) = (b-B)'[(V_b-V_B)^(-1)](b-B)
= 0.00
Prob>chi2 = .
(V_b-V_B ds not positive definite)
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